Patterns of habitat use profoundly influence interactions among wildlife species and ecological communities, the sustainability of species and the stability of populations. The Eurasian lynx Lynx lynx, sable Martes zibellina, moose Alces alces, roe deer Capreolus pygargus and mountain hare Lepus timidus are sympatric carnivore and herbivore species in Hanma Nature Reserve in the Greater Khingan Mountains, northeastern China. We conducted snow track sample plot surveys of these mammals during the winter of 2012–2013 and analyzed habitat selection characteristics and interspecific interactions. We screened the preferred habitat variables of each species and predicted their potential occurrence probability by generalized linear mixed model (GLMM) and further, selected the best model of each species that incorporated other species' potential occurrence probability in GLMM. Our results showed that when we only considered habitat factors in the model: 1) river valley was the most favored habitat factor in winter that lynx, moose and mountain hare showed strong selection on; 2) lynx preferred areas with steep slope and coniferous forest; 3) sable only avoided the forest edge; 4) roe deer avoided sparse shrub forest but preferred coniferous forest. When we incorporated other species' presence probability in GLMM: 1) the presence probability of moose and roe deer had no significant relationship with other species; 2) lynx preferred areas with higher mountain hare potential occurrence probability; 3) sable preferred areas with higher mountain hare but less lynx occurrence probability; 4) mountain hare preferred to inhabit areas with sympatric roe deer and lynx. These results will provide guidance for species specific habitat conservation and restoration, and wildlife population management based on interspecific interactions.